Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51555.87 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48355.98 Kr¶

PnL: ---------------------------------------> -731.59 Kr¶

DD now: ---------------------------------> -0.748 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:01:10.336637'

Anic Portfolio¶

Today¶

Return: -0.66 %¶

This Week¶

Return: 8.476 %¶

Total¶

Return: 68.781 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.590000 769.600000 96.600000 14.350000 673.000000
Nordea Bank Abp 29 -0.030000 3533.940000 79.940000 2.310000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
HEBA B 70 -1.670000 2677.500000 41.500000 1.570000 2636.000010
Swedbank A 3 1.780000 601.500000 37.500000 6.650000 564.000000
SAAB B 8 -0.400000 3413.600000 36.600000 1.080000 3377.000000
AcadeMedia 12 -0.570000 591.120000 34.120000 6.130000 557.000004
Resurs Holding 22 -0.180000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.680000 380.500000 25.500000 7.180000 355.000000
Intrum 4 0.040000 539.600000 12.600000 2.390000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -1.470000 570.600000 0.600000 0.110000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.000000 0.000000 0.000000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 0.000000 531.200000 -0.800000 -0.150000 532.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.070000 1644.000000 -10.000000 -0.600000 1653.999996
Corem Property Group B 59 -2.490000 566.990000 -10.010000 -1.730000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.840000 545.400000 -28.600000 -4.980000 574.000000
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -2.600000 552.950000 -60.050000 -9.800000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 0.190000 4053.000000 -247.000000 -5.740000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48355.980000 -731.590000 -0.74793% 49087.564636

Updated:¶

'2023-01-31 16:01:23.919614'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶